def __init__ (self, config_yaml):
""" Parse a yaml configuration string """
configdef = yaml.safe_load(io.StringIO(config_yaml))
if "filters" not in configdef:
configdef = dict(filters=[configdef])
self._configs = []
for definition in configdef["filters"]:
config = Bunch( valid_from = None
, volume_follows = False
, copy_last_price = False
, copy_last_volume = False
, qualifier_include_filters = []
, qualifier_exclude_filters = []
, exclude_filters = [] )
if "filter" in definition and definition["filter"] != None:
for exclude_filter in definition["filter"]:
parts = exclude_filter.split(",")
if parts[0] == "floor":
config.exclude_filters.append(FloorFilter(float(parts[1]), "price"))
elif parts[0] == "cap":
config.exclude_filters.append(CapFilter(float(parts[1]), "price"))
elif parts[0] == "step":
config.exclude_filters.append(StepFilter(int(parts[1]), float(parts[2]), float(parts[3]), "price"))
else:
raise Exception("Unknown filter (%s)" % (parts[0]))
if "remove" in definition and definition["remove"] != None:
for exclude_filter in definition["remove"]:
config.qualifier_exclude_filters.append(QualifierFilter(exclude_filter))
if "allow" in definition and definition["allow"] != None:
for include_filter in definition["allow"]:
config.qualifier_include_filters.append(QualifierFilter(include_filter))
if "volFollows" in definition: config.volume_follows = definition["volFollows"]
if "copyLast" in definition and definition["copyLast"] != None:
config.copy_last_price = definition["copyLast"]
config.copy_last_volume = definition["copyLast"]
if "volumeLimit" in definition and definition["volumeLimit"] != None:
config.exclude_filters.append(CapFilter(definition["volumeLimit"], "volume"))
if "validFrom" in definition and definition["validFrom"] != None:
valid_from = datetime.datetime.strptime(definition["validFrom"], "%Y-%m-%d %H:%M:%S")
valid_from.replace(tzinfo=pytz.utc)
config.valid_from = common.Time.tick(valid_from)
if "weekTimezone" in definition and definition["weekTimezone"] != None:
config.exclude_filters.append(WeekendFilter(definition["weekTimezone"], definition["weekEnd"], definition["weekStart"]))
self._configs.append(config)
self._config_index = 0
self._config_count = len(self._configs)
